+10.3%
ARM vs WAB
+39.3%
-29.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +3.1% |
| 7D | -15.2% | +1.4% | -16.6% | -15.8% |
| 30D | -40.7% | +0.4% | -41.1% | -40.3% |
| 3M | -39.1% | -3.8% | -35.2% | -36.5% |
| 6M | -26.4% | +5.1% | -31.5% | -28.2% |
| YTD | +59.7% | +33.3% | +26.4% | +30.8% |
| 1Y | +10.3% | +39.8% | -29.5% | -12.1% |
| All | +10.3% | +39.3% | -29.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling